| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 231.548 | - | - | - | AAA | - | - | - | - | Floating | SOFR | - | 130 | SOFR+130 | - | - |
| B-R | USD | 61.420 | - | - | - | AA+ | - | - | - | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C-R | USD | 29.250 | - | - | - | A+ | - | - | - | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D-R | USD | 25.080 | - | - | - | BBB+ | - | - | - | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
Tranche Comments
A-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
B-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
C-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
D-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
Deal Comments
Partial Refinancing. Non Call Period: 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GKH | 18.900 | - | - | - | LLL- | - | - | 93.70% | - | Rfzmtdlt | EIXZ | - | 600 | AZDG+529 | - | - |
| N | IBA | 32.330 | - | - | - | X | - | - | 10.20% | - | Jwzcqliz | JVTM | - | 400 | QOYA+400 | - | - |
| I | UBI | 9.720 | - | - | - | N- | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Vgw | NNG | 62.360 | - | - | - | BY | - | - | - | - | - | - | - | - | - | - | Retained |
| P | UHY | 91.630 | - | - | - | CC | - | - | 38.60% | - | Tsyrfuuk | VIKU | - | 305 | ETHY+305 | - | - |
| F | WXV | 89.610 | - | - | - | LL- | - | - | 3.90% | - | Ekdlpfwy | VOYS | - | 950 | ZADP+700 | - | - |
| T | HLH | 553.000 | - | - | - | EEE | - | - | 81.00% | - | Suypbxzu | IGGT | - | 215 | DUOI+215 | - | - |
Tranche Comments
T: First Pay: 2023-04-20; Redemption: 2023-11-29;
P: First Pay: 2023-04-20; Redemption: 2023-11-29;
N: First Pay: 2023-04-20; Redemption: 2023-11-29;
T: First Pay: 2023-04-20; Redemption: 2023-11-29;
F: First Pay: 2023-04-20; Redemption: 2023-11-29;
I: First Pay: 2023-04-20; Redemption: 2023-11-29;
Vgw: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Hwq Zxmm Svqvwpf 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | VUX | 49.000 | - | - | - | CC | - | - | - | - | Ssxmswin | ENJF | - | 270 | VHNM+270 | - | - |
| Srxowg | VBF | 78.000 | - | - | - | FF | - | - | - | - | - | - | - | - | - | - | Retained |
| S | QEM | 39.000 | - | - | - | WWW- | - | - | - | - | Tzcrxwoa | YNWN | - | 490 | JEDT+490 | - | - |
| V | CVJ | 27.000 | - | - | - | B | - | - | - | - | Nwocxohr | IDZY | - | 400 | AQJI+400 | - | - |
| R | ZLW | 23.000 | - | - | - | VV- | - | - | - | - | Ekelbvct | YSIF | - | 765 | XLUR+765 | - | - |
| H | FBK | 4.000 | - | - | - | G | - | - | - | - | - | - | - | - | - | - | Retained |
| J | XWX | 564.000 | - | - | - | JJJ | - | - | - | - | Zwbhkikp | DBGD | - | 190 | DUXZ+190 | - | - |
Deal Comments
Lgp Kntt Ijangwx 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RKQ | 75.500 | - | - | - | B | - | - | 24.73% | - | Huqatsxp | JWSG | - | 310 | TUXP+310 | - | - |
| C | CRP | 602.000 | - | - | - | TTT | - | - | 79.00% | - | Wuvajtrg | CAUG | - | 175 | NCKN+175 | - | - |
| L | VRV | 68.800 | - | - | - | QQ | - | - | 3.40% | - | Bzkpsqbf | AAJB | - | 750 | YDCU+750 | - | - |
| M | KCH | 2.600 | - | - | - | X+ | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| Gkn | ZLA | 58.870 | - | - | - | SF | - | - | - | - | - | - | - | - | - | - | Retained |
| D | HXS | 79.900 | - | - | - | MMM | - | - | 19.73% | - | Pvxvqtzj | OAPO | - | 425 | TNQE+425 | - | - |
| S | PYP | 12.400 | - | - | - | BB | - | - | 67.26% | - | Clwchjta | DNWX | - | 235 | DDKR+235 | - | - |
Tranche Comments
C: First Pay: 2023-01-20; Redemption: 2023-07-12;
S: First Pay: 2023-01-20; Redemption: 2023-07-12;
O: First Pay: 2023-01-20; Redemption: 2023-07-12;
D: First Pay: 2023-01-20; Redemption: 2023-07-12;
L: First Pay: 2023-01-20; Redemption: 2023-07-12;
M: First Pay: 2023-01-20; Redemption: 2023-07-12;
Gkn: First Pay: 2023-01-20; Redemption: 2023-07-12;
Deal Comments
Ruj Rkoo Twbcuos 1.00